Genes that alter disease risk only in combination with certain environmental exposures may not be detected in genetic association analysis. By using methods accounting for gene-environment (G × E) interaction, we aimed to identify novel genetic loci associated with breast cancer risk. Up to 34,475 cases and 34,786 controls of European ancestry from up to 23 studies in the Breast Cancer Association Consortium were included. Overall, 71,527 single nucleotide polymorphisms (SNPs), enriched for association with breast cancer, were tested for interaction with 10 environmental risk factors using three recently proposed hybrid methods and a joint test of association and interaction. Analyses were adjusted for age, study, population stratification, and confounding factors as applicable. Three SNPs in two independent loci showed statistically significant association: SNPs rs10483028 and rs2242714 in perfect linkage disequilibrium on chromosome 21 and rs12197388 in ARID1B on chromosome 6. While rs12197388 was identified using the joint test with parity and with age at menarche (P-values = 3 × 10-07), the variants on chromosome 21 q22.12, which showed interaction with adult body mass index (BMI) in 8,891 postmenopausal women, were identified by all methods applied. SNP rs10483028 was associated with breast cancer in women with a BMI below 25 kg/m2 (OR = 1.26, 95% CI 1.15-1.38) but not in women with a BMI of 30 kg/m2 or higher (OR = 0.89, 95% CI 0.72-1.11, P for interaction = 3.2 × 10-05). Our findings confirm comparable power of the recent methods for detecting G × E interaction and the utility of using G × E interaction analyses to identify new susceptibility loci.